A Study of Spread Arbitrage Strategies on Intermarket With Forward Contracts For Interest Rate －TAIFEX TAIEX Index Futures & SIMEX MSCI Taiwan Index Futures
碩士 === 朝陽大學 === 財務金融系碩士班 === 88 === Abstract The thesis studies the profitability of Intermarket Stock Index Futures Arbitrage between TAIFEX and SIMEX. Try to establishing a complete risk-free arbitrage equilibrium equation through some parameter, including Forward rate, Exchange rate, D...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97769876550312283901 |